arXiv subjects

Ivo Adan

Publications and source records attributed to Ivo Adan.

At least 19 recordsLinked to original sources

arXiv2025

A Reference Model and Patterns for Production Event Data Enrichment

With the advent of digital transformation, organisations are increasingly generating large volumes of data through the execution of various processes across disparate systems. By integrating data from these heterogeneous sources, it becomes possible to derive new insights essential for tasks such as monitoring and analysing process performance. Typically, this information is extracted during a data pre-processing or engineering phase. However, this step is often performed in an ad-hoc manner and is time-consuming and labour-intensive. To streamline this process, we introduce a reference model and a collection of patterns designed to enrich production event data. The reference model provides a standard way for storing and extracting production event data. The patterns describe common information extraction tasks and how such tasks can be automated effectively. The reference model is developed by combining the ISA-95 industry standard with the Event Knowledge Graph formalism. The patterns are developed based on empirical observations from event data sets originating in manufacturing processes and are formalised using the reference model. We evaluate the relevance and applicability of these patterns by demonstrating their application to use cases.

cs.IR↗

arXiv2025

A Rollout-Based Algorithm and Reward Function for Resource Allocation in Business Processes

Resource allocation plays a critical role in minimizing cycle time and improving the efficiency of business processes. Recently, Deep Reinforcement Learning (DRL) has emerged as a powerful technique to optimize resource allocation policies in business processes. In the DRL framework, an agent learns a policy through interaction with the environment, guided solely by reward signals that indicate the quality of its decisions. However, existing algorithms are not suitable for dynamic environments such as business processes. Furthermore, existing DRL-based methods rely on engineered reward functions that approximate the desired objective, but a misalignment between reward and objective can lead to undesired decisions or suboptimal policies. To address these issues, we propose a rollout-based DRL algorithm and a reward function to optimize the objective directly. Our algorithm iteratively improves the policy by evaluating execution trajectories following different actions. Our reward function directly decomposes the objective function of minimizing the cycle time, such that trial-and-error reward engineering becomes unnecessary. We evaluated our method in six scenarios, for which the optimal policy can be computed, and on a set of increasingly complex, realistically sized process models. The results show that our algorithm can learn the optimal policy for the scenarios and outperform or match the best heuristics on the realistically sized business processes.

cs.LG↗

arXiv2025

Polling on a circle with non-uniform batch arrivals

In this paper, we analyze a polling system on a circle with. Random batches of customers arrive at a circle, where each customer, independently, obtains a location according to a general distribution. A single server cyclically travels over the circle to serve all customers. We analyze the experienced delay of batches for two service policies: globally gated and exhaustive. The Laplace-Stieltjes transform of the experienced delay is found under the former policy. For the latter policy, we propose a mean-value analysis, resulting in an algorithmic approach for the evaluation of the mean experienced delay. Light- and heavy-traffic limits are derived exactly for the system performance.

math.PR↗

arXiv2023

Batch sojourn time in polling systems on a circle

In this paper, we analyze a polling system on a circle. Random batches of customers arrive at a circle, where each customer, independently, obtains a uniform location. A single server cyclically travels over the circle to serve all customers. Using mean value analysis, we derive the expected number of waiting customers within a given distance of the server and a closed form expression for the mean batch sojourn time.

math.PR↗

arXiv2023

Same-day or next-day? Transparent time-dependent shipment pricing for e-fulfillment

We develop a parsimonious model of an e-commerce fulfillment center that offers time-dependent shipment options and corresponding fees to utility-maximizing customers arriving according to a Poisson process. For any such policy, we provide an exact steady-state analysis using the underlying periodic Markov chain to characterize system performance. Because shipment fees shape both the volume and timing of same-day demand, direct optimization over the price domain is analytically intractable. To enable structural and computational insights, we introduce a transformation that maps each shipment-fee policy to its induced cumulative demand profile. This reformulation reveals that the optimal policy features a cutoff time and monotonically increasing fees, and it yields a supermodular profit function that can be optimized in polynomial time. We also propose a simple two-level time-dependent fee structure that is intuitive for customers and achieves near-optimal performance. Numerical experiments show that introducing a cutoff time substantially improves profits under static fees, and that using time-dependent fees produces further significant gains. Overall, transparent time-dependent shipment policies help firms align same-day demand with fulfillment capacity while maintaining transparency and fairness for customers.

math.OC↗

arXiv2022

Exact results for the order picking time distribution under return routing

This paper derives exact expressions for the Laplace-Stieltjes transform of the order picking time in single- and 2-block warehouses. We consider manual warehouses that deploy return routing and assume that order sizes follow a Poisson distribution. The results in this paper apply to a wide range of storage policies, including but not restricted to class-based and random storage. Furthermore, we compare the performance of the storage policies and warehouse lay-outs by using numerical inversion of the Laplace-Stieltjes transforms.

math.PR↗

arXiv2022

An exact analysis and comparison of manual picker routing heuristics

This paper presents exact derivations of the first two moments of the total picking time in a warehouse for four routing heuristics, under the assumption of random storage. The analysis is done for general order size distributions and provides formulas in terms of the probability generating function of the order size distribution. These results are used to investigate differences between routing heuristics, order size distributions and warehouse layouts. In specific, we model a warehouse with $c$ pickers as an M/G/c queue to estimate the average order-lead time.

math.PR↗

arXiv2020

Local stability in a transient Markov chain

We prove two propositions with conditions that a system, which is described by a transient Markov chain, will display local stability. Examples of such systems include partly overloaded Jackson networks, partly overloaded polling systems, and overloaded multi-server queues with skill based service, under first come first served policy.

math.PR↗

arXiv2018

FCFS Parallel Service Systems and Matching Models

We consider three parallel service models in which customers of several types are served by several types of servers subject to a bipartite compatibility graph, and the service policy is first come first served. Two of the models have a fixed set of servers. The first is a queueing model in which arriving customers are assigned to the longest idling compatible server if available, or else queue up in a single queue, and servers that become available pick the longest waiting compatible customer, as studied by Adan and Weiss, 2014. The second is a redundancy service model where arriving customers split into copies that queue up at all the compatible servers, and are served in each queue on FCFS basis, and leave the system when the first copy completes service, as studied by Gardner et al., 2016. The third model is a matching queueing model with a random stream of arriving servers. Arriving customers queue in a single queue and arriving servers match with the first compatible customer and leave immediately with the customer, or they leave without a customer. The last model is relevant to organ transplants, to housing assignments, to adoptions and many other situations. We study the relations between these models, and show that they are closely related to the FCFS infinite bipartite matching model, in which two infinite sequences of customers and servers of several types are matched FCFS according to a bipartite compatibility graph, as studied by Adan et al., 2017. We also introduce a directed bipartite matching model in which we embed the queueing systems. This leads to a generalization of Burke's theorem to parallel service systems.

math.PR↗

arXiv2018

Design Heuristic for Parallel Many Server Systems under FCFS-ALIS

We study a parallel queueing system with multiple types of servers and customers. A bipartite graph describes which pairs of customer-server types are compatible. We consider the service policy that always assigns servers to the first, longest waiting compatible customer, and that always assigns customers to the longest idle compatible server if on arrival, multiple compatible servers are available. For a general renewal stream of arriving customers and general service time distributions, the behavior of such systems is very complicated. In particular, the calculation of matching rates, the fraction of services of customer-server type, is intractable. We suggest through a heuristic argument that if the number of servers becomes large, the matching rates are well approximated by matching rates calculated from the tractable bipartite infinite matching model. We present simulation evidence to support this heuristic argument, and show how this can be used to design systems with desired performance requirements.

math.PR↗

arXiv2018

On First Come, First Served Queues with Two Classes of Impatient Customers

We study systems with two classes of impatient customers who differ across the classes in their distribution of service times and patience times. The customers are served on a first-come, first served basis (FCFS) regardless of their class. Such systems are common in customer call centers, which often segment their arrivals into classes of callers whose requests differ in their complexity and criticality. We first consider an $M$/$G$/1 + $M$ queue and then analyze the $M$/$M$/$k$ + $M$ case. Analyzing these systems using a queue length process proves intractable as it would require us to keep track of the class of each customer at each position in queue. Consequently, we introduce a virtual waiting time process where the service times of customers who will eventually abandon the system are not considered. We analyze this process to obtain performance measures such as the percentage of customers receiving service in each class, the expected waiting times of customers in each class, and the average number of customers waiting in queue. We use our characterization to perform a numerical analysis of the $M$/$M$/$k$ + $M$ system, and find several managerial implications of administering a FCFS system with multiple classes of impatient customers. Finally, we compare the performance a system based on data from a call center with the steady-state performance measures of a comparable $M$/$M$/$k$ + $M$ system. We find that the performance measures of the $M$/$M$/$k$ + $M$ system serve as good approximations of the system based on real data.

math.PR↗

arXiv2017

Analysis of structured Markov processes

Markov processes are popular mathematical models, studied by theoreticians for their intriguing properties, and applied by practitioners for their flexible structure. With this book we teach how to model and analyze Markov processes. We classify Markov processes based on their structural properties, which in turn determine which analytic methods are required for solving them. In doing so, we start in each chapter with specific examples that naturally lead up to general theory and general methods. In this way the reader learns about Markov processes on the job. By studying this book, the reader becomes acquainted with the basic analytic methods that come into play when systems are modeled as structured Markov processes. These basic methods will likely prove useful, in real-time when studying the examples at hand, but more importantly for future encounters with Markov processes not covered in this book. Methods are more important than examples. The methods have a large scope of application, even outside the scope of Markov processes, in areas like probability theory, industrial engineering, mechanical engineering, physics and financial mathematics.

math.PR↗

arXiv2017

Reversibility and further properties of FCFS infinite bipartite matching

The model of FCFS infinite bipartite matching was introduced in caldentey-kaplan-weiss 2009. In this model there is a sequence of items that are chosen i.i.d. from $\mathcal{C}=\{c_1,\ldots,c_I\}$ and an independent sequence of items that are chosen i.i.d. from $\mathcal{S}=\{s_1,\ldots,s_J\}$, and a bipartite compatibility graph $G$ between $\mathcal{C}$ and $\mathcal{S}$. Items of the two sequences are matched according to the compatibility graph, and the matching is FCFS, each item in the one sequence is matched to the earliest compatible unmatched item in the other sequence. In adan-weiss 2011 a Markov chain associated with the matching was analyzed, a condition for stability was verified, a product form stationary distribution was derived and the rates $r_{c_i,s_j}$ of matches between compatible types $c_i$ and $s_j$ were calculated. In the current paper, we present several new results that unveil the fundamental structure of the model. First, we provide a pathwise Loynes' type construction which enables to prove the existence of a unique matching for the model defined over all the integers. Second, we prove that the model is dynamically reversible: we define an exchange transformation in which we interchange the positions of each matched pair, and show that the items in the resulting permuted sequences are again independent and i.i.d., and the matching between them is FCFS in reversed time. Third, we obtain product form stationary distributions of several new Markov chains associated with the model. As a by product, we compute useful performance measures, for instance the link lengths between matched items.

math.PR↗

arXiv2016

The snowball effect of customer slowdown in critical many-server systems

Customer slowdown describes the phenomenon that a customer's service requirement increases with experienced delay. In healthcare settings, there is substantial empirical evidence for slowdown, particularly when a patient's delay exceeds a certain threshold. For such threshold slowdown situations, we design and analyze a many-server system that leads to a two-dimensional Markov process. Analysis of this system leads to insights into the potentially detrimental effects of slowdown, especially in heavy-traffic conditions. We quantify the consequences of underprovisioning due to neglecting slowdown, demonstrate the presence of a subtle bistable system behavior, and discuss in detail the snowball effect: A delayed customer has an increased service requirement, causing longer delays for other customers, who in turn due to slowdown might require longer service times.

math.PR↗

arXiv2015

Sojourn time in a single server queue with threshold service rate control

We study the sojourn time in a queueing system with a single exponential server, serving a Poisson stream of customers in order of arrival. Service is provided at low or high rate, which can be adapted at exponential inspection times. When the number of customers in the system is above a given threshold, the service rate is upgraded to the high rate, and otherwise, it is downgraded to the low rate. The state dependent changes in the service rate make the analysis of the sojourn time a challenging problem, since the sojourn time now also depends on future arrivals. We determine the Laplace transform of the stationary sojourn time and describe a procedure to compute all moments as well. First we analyze the special case of continuous inspection, where the service rate immediately changes once the threshold is crossed. Then we extend the analysis to random inspection times. This extension requires the development of a new methodological tool, that is "matrix generating functions". The power of this tool is that it can also be used to analyze generalizations to phase-type services and inspection times.

math.PR↗

arXiv2015

A rate balance principle and its application to queueing models

We introduce a rate balance principle for general (not necessarily Markovian) stochastic processes. Special attention is given to processes with birth and death like transitions, for which it is shown that for any state $i$, the rate of two consecutive transitions from $i-1$ to $i+1$, coincides with the corresponding rate from $i+1$ to $i-1$. This observation appears to be useful in deriving well-known, as well as new, results for the Mn/Gn/1 and G/Mn/1 queueing systems, such as a recursion on the conditional distributions of the residual service times (in the former model) and of the residual inter-arrival times (in the latter one), given the queue length.

math.PR↗

arXiv2015

Joint queue length distribution of multi-class, single server queues with preemptive priorities

In this paper we analyze an $M/M/1$ queueing system with an arbitrary number of customer classes, with class-dependent exponential service rates and preemptive priorities between classes. The queuing system can be described by a multi-dimensional Markov process, where the coordinates keep track of the number of customers of each class in the system. Based on matrix-analytic techniques and probabilistic arguments we develop a recursive method for the exact determination of the equilibrium joint queue length distribution. The method is applied to a spare parts logistics problem to illustrate the effect of setting repair priorities on the performance of the system. We conclude by briefly indicating how the method can be extended to an $M/M/1$ queueing system with non-preemptive priorities between customer classes.

math.PR↗

arXiv2014

A Two-Queue Polling Model with Two Priority Levels in the First Queue

In this paper we consider a single-server cyclic polling system consisting of two queues. Between visits to successive queues, the server is delayed by a random switch-over time. Two types of customers arrive at the first queue: high and low priority customers. For this situation the following service disciplines are considered: gated, globally gated, and exhaustive. We study the cycle time distribution, the waiting times for each customer type, the joint queue length distribution at polling epochs, and the steady-state marginal queue length distributions for each customer type.

math.PR↗